Cited in
(21)- Asymptotic properties of \(M\)-estimators based on estimating equations and censored data in semi-parametric models with multiple change points
- Detection of multiple change-points in the scale parameter of a gamma distributed sequence based on reversible jump MCMC
- Multiple change point detection and validation in autoregressive time series data
- wbs
- IndependenceTests
- AR1seg
- stepR
- breakfast
- cumSeg
- IDetect
- jcp
- basta
- eNchange
- mosum
- jointseg
- ocd
- Ensemble binary segmentation for irregularly spaced data with change-points
- Detection of multiple change points for linear processes under negatively super-additive dependence
- Asymptotic properties of semiparametric \(M\)-estimators with multiple change points
- Detecting possibly frequent change-points: wild binary segmentation 2 and steepest-drop model selection
- Multiple change-point detection for non-stationary time series using wild binary segmentation
This page was built for software: wbsts
